Abstract
One effective technique that has recently been considered for solving classification problems is parametric \(\nu \)-support vector regression. This method obtains a concurrent learning framework for both margin determination and function approximation and leads to a convex quadratic programming problem. In this paper we introduce a new idea that converts this problem into an unconstrained convex problem. Moreover, we propose an extension of Newton’s method for solving the unconstrained convex problem. We compare the accuracy and efficiency of our method with support vector machines and parametric \(\nu \)-support vector regression methods. Experimental results on several UCI benchmark data sets indicate the high efficiency and accuracy of this method.
Similar content being viewed by others
References
Alon, U., Barkai, N., Notterman, D. A., Gish, K., Ybarra, S., Mack, D., et al. (1999). Broad patterns of gene expression revealed by clustering analysis of tumor and normal colon tissues probed by oligonucleotide arrays. Proceedings of the National Academy of Sciences, 96(12), 6745–6750.
Bennett, K. P., & Bredensteiner, E. J. (2000). Duality and geometry in SVM classifiers. In Proceedings of the seventeenth international conference on machine learning (pp. 57–64). San Francisco.
Boser, B. E., Guyon, I. M., & Vapnik. V. N. (1992). A training algorithm for optimal margin classifiers. In Proceedings of the fifth annual workshop on computational learning theory (COLT ’92) (pp. 144–152). ACM, New York, NY, USA.
Boyd, S., & Vandenberghe, L. (2004). Convex optimization. New York: Cambridge University Press.
Cao, L., & Tay, E. F. (2001). Financial forecasting using support vector machines. Neural Computing and Applications, 10(2), 184–192.
Chen, X., Yang, J., & Liang, J. (2012a). A flexible support vector machine for regression. Neural Computing and Applications, 21(8), 2005–2013.
Chen, X., Yang, J., Liang, J., & Ye, Q. (2012b). Smooth twin support vector regression. Neural Computing and Applications, 21(3), 505–513.
Clarke, F. (1990). Optimization and nonsmooth analysis. Philadelphia: Society for Industrial and Applied Mathematics.
Deng, N., Tian, Y., & Zhang, C. (2012). Support vector machines: Optimization based theory, algorithms, and extensions (1st ed.). Boca Raton: Chapman and Hall/CRC.
Hao, P. Y. (2010). New support vector algorithms with parametric insensitive/margin model. Neural Networks, 23(1), 60–73.
Hiriart-Urruty, J.-B., Strodiot, J.-J., & Nguyen, V. H. (1984). Generalized hessian matrix and second-order optimality conditions for problems with \(C^{1,1}\) data. Applied Mathematics and Optimization, 11(1), 43–56.
Hong, Z.-Q., & Yang, J.-Y. (1991). Optimal discriminant plane for a small number of samples and design method of classifier on the plane. Pattern Recognition, 24(4), 317–324.
Ivanciuc, O. (2007). Reviews in computational chemistry. London: Wiley.
Joachims, T. (1998). Text categorization with support vector machines: Learning with many relevant features. In Proceedings of the 10th European conference on machine learning, ECML’98 (pp. 137–142). Springer, London, UK.
Ketabchi, S., & Moosaei, H. (2012). Minimum norm solution to the absolute value equation in the convex case. Journal of Optimization Theory and Applications, 154(3), 1080–1087.
Lee, Y.-J., & Mangasarian, O. (2001). SSVM: A smooth support vector machine for classification. Computational Optimization and Applications, 20(1), 5–22.
Lichman, M. (2013). UCI machine learning repository. http://archive.ics.uci.edu/ml.
Osuna, E., Freund, R., & Girosit, F. (1997). Training support vector machines: An application to face detection. In Proceedings of the 1997 IEEE computer society conference on computer vision and pattern recognition (pp. 130–136).
Pappu, V., Panagopoulos, O. P., Xanthopoulos, P., & Pardalos, P. M. (2015). Sparse proximal support vector machines for feature selection in high dimensional datasets. Expert Systems with Applications, 42(23), 9183–9191.
Pardalos, P. M., Ketabchi, S., & Moosaei, H. (2014). Minimum norm solution to the positive semidefinite linear complementarity problem. Optimization, 63(3), 359–369.
Pontil, M., Rifkin, R., & Evgeniou, T. (1998). From regression to classification in support vector machines. Technical Report. Massachusetts Institute of Technology, Cambridge, MA, USA.
Resende, M. G. C., & Pardalos, P. M. (2002). Handbook of applied optimization. Oxford: Oxford University Press.
Ripley, B. (1996). Pattern recognition and neural networks datasets collection. www.stats.ox.ac.uk/pub/PRNN/.
Schölkopf, B., & Smola, A. J. (2001). Learning with kernels: Support vector machines, regularization, optimization, and beyond. Cambridge: MIT Press.
Schölkopf, B., Smola, A. J., Williamson, R. C., & Bartlett, P. L. (2000). New support vector algorithms. Neural Computation, 12(5), 1207–1245.
Vapnik, V. (1998). Statistical learning theory. New York: Wiley.
Vapnik, V., & Chervonenkis, A. (1974). Theory of pattern recognition. Moscow: Nauka. (in Russian).
Wang, Z., Shao, Y., & Wu, T. (2014). Proximal parametric-margin support vector classifier and its applications. Neural Computing and Applications, 24(3–4), 755–764.
Xanthopoulos, P., Guarracino, M. R., & Pardalos, P. M. (2014). Robust generalized eigenvalue classifier with ellipsoidal uncertainty. Annals of Operations Research, 216(1), 327–342.
Author information
Authors and Affiliations
Corresponding author
Matlab code
Matlab code
% Generate random M,N;
%Input: m1,m2 n; Output:M N
pl=inline(’(abs(x)+x)/2’);
M=rand(m1,n); M=100*(M-0.5*spones(M));
M(:,2)=M(:,1)+1*ones(m1,1)+100*rand(m1,1)+100*rand(m1,1);
N=rand(m2,n); N=100*(N-0.5*spones(N));
N(:,2)=N(:,1)-1*ones(m2,1)-100*rand(m2,1)-100*rand(m2,1);
uu=5*rand(3,n); uu1=uu;uu1(:,2)= uu1(:,1)+1*ones(3,1);
uu2=uu;uu2(:,2)= uu2(:,1)-1*ones(3,1);
M=[M;uu1;10 0]; N=[N;uu2;30 -20];m1=m1+4;m2=m2+4;m=m1+m2;
xM=[-50:40*rand: 50];yM=xM+1;xN=[-50:20*rand:50];yN=xN-1;
plot(M(:,1),M(:,2),’oblack’,N(:,1),N(:,2),’*bl’);
axis square
format short ;[m1 m2 n toc],[max(M(:,1)) min( N(:,1))]
Rights and permissions
About this article
Cite this article
Ketabchi, S., Moosaei, H., Razzaghi, M. et al. An improvement on parametric \(\nu \)-support vector algorithm for classification. Ann Oper Res 276, 155–168 (2019). https://doi.org/10.1007/s10479-017-2724-8
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10479-017-2724-8